I've noticed a strange behavior with the RadDatePicker control and setting the SharedCalendar in code. It appears the date pickers forget the shared calendar reference. For example, when the page first loads all the calendars work, but after a post back they don't show the popup calendar.
The way I have my pages setup is like so, I have the shared calendar in my master page and then I set the shared calendar of all my date pickers to this calendar control in my code-behind.
If you could try this out and tell me if you experience the same thing or if I'm doing something wrong.